The external drive should have nothing to do with it. It doesn't matter to the computer how it's getting the DVD information.
Hmmm.... As ijack notes, the computer does seem to care about the interface its using the DVD from. ...and it makes sense in an Apple-way-of-doing-things-sort-of-way...they may not have designed their firmware on the MBP's to deal with external USB optical drives at the boot level, at least not for BootCamp anyways (I've not tried to install OS X using an external drive yet). ...just a guess, I obviously don't know for sure.